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1 Stepwise Chow Test * Chow Test Chow Test Stepwise Chow Test Stepwise Chow Test Stepwise Chow Test Riddell Riddell first step second step sub-step Stepwise Chow Test a Stepwise Chow Test Takeuchi 1991Nomura 1991 Kato 2007Kato Stepwise Chow Test Stepwise Chow Test a Riddell 1978 Stepwise Chow Test Stepwise Chow Test Riddell

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4 . Stepwise Chow Test Chow Test Chow Test Quandt 1958, Quandt 1960, Robinson 1964 Quandt Brown and Popkin 1962, Brown 1966, McGee and Carleton 1970, a b McGee and Carleton a Chow Quandt 1958 p 880 Goldfelt and Quandt 1976

5 Stepwise Chow Test Chow Test McGee Quandt 1960 Piecewise Regression ab McGee and Carleton Stepwise Chow Test Quandt McGee McGee Stepwise Chow Test Piecewise Regression Stepwise Chow Test Stepwise Chow Test Stepwise Chow Test Chow McGee and Carleton 1970 pp p Table 8 Brown 1966 Ch. 5 transition period a p. 59 b pp Stepwise Chow Test

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15 Stepwise Chow Test Stepwise Chow Test Stepwise Brown, M. and J. Popkin 1962, A Measure of Technological Change and Returns to Scale, Review of Economics and Statistics 44, pp Brown, M. 1966, On the Theory and Measurement of Technology Change, Chambridge. Chow, G. C. 1960, Tests of Equality between Sets of Coefficients in Tow Linear Regressions, Econometrica, Vol. 28, No. 3, pp Christ, C. F. 1965, Econometric Models and Methods, John Wiley. Fisher, R. A. 1941, Statistical Method for Research Workers, Oliver and Boyd. Fisher, F. M. 1970, Tests of Equality between Sets of Coefficients in Tow Linear Regressions: An Expository Note, Econometrica, Vol. 38, No. 2, pp Goldfeld, S. M. and R. E. Quandt 1976, Technique of Estimating Switching Regressions, Ch. 1 in Studies in Non-Linear Estimation, Cambridge: Ballinger. CHOW pp Johnston, J. 1972, Econometric Methods, 2 nd ed., McGraw-Hill. Kato, Junichi 2007, Marketing Structure Change Analysis: The Analysis of the Changing Point of Product Life Cycle by Using Stepwise Chow Test, Working Paper, No. 1, Tukuba International University. Kato, Junichi 2008, On Transcendental Hypothesis in Marketing, Working Paper, No. 2, Tukuba International University. McGee, V. E., and W. T., Carleton, 1970 Piecewise Regression, Journal of the American Statistical Association, Vol. 65, pp Nomura, Masuo 1991, The Displacement Effect on Government Expenditure of Two Oil Crises: Japan, the United Kingdom and the United States., The Manchester School of Economic And Social Studies, Vol. LIX No 4, pp a Stepwise Chow Test pp b pp c Stepwise Chow Test pp Stepwise Chow Test

16 pp. Quandt, R. E. 1958, The Estimation of the Parameters of a Linear Regression System Obeying Tow Separate Regimes, Journal of the American Statistical Association, Vol. 53, pp Quandt, R. E. 1960, Test of the Hypothesis that a Linear Regression System Obeys Tow Separate Regimes, Journal of the American Statistical Association, Vol. 55, pp Riddell, Wm. C. 1978, The Use of the Stepwise Chow Test, The Economic Studies Quarterly, Vol. 29, No. 3, pp Robinson, D. E. 1964, Estimation for the Points of Intersection of Two Polynomial Regression, Journal of the American Statistical Association, Vol. 59, pp pp Chow pp Takeuchi, Y. 1991, Trend and Structural Changes in Macroeconomic Time Series, Journal of the Japan Statistical Society, Vol. 21, No. 1, pp Toyoda, T. 1973, Use of the Chow Test under Heteroscedasticity, Econometrica, Vol. 42, pp Williams, E. J. 1959, Regression Analysis, John Wiley.

表紙＿目次.PDF

表紙＿目次.PDF JIL 2 1980 vol.3 15 3 1 3 15 18 IT 26 28 33 20 OECD 80 90 (1998) (2000) 2 Aghion et al. (1999) OECD 1970 1 2 70 1980 90 1.1 Kuznets U inverted U-shaped hypothesis GNP U 1 18901940 6 3 Kuznets(1955) (1963)